If you don't use RWW, OWA, or Outlook Anywhere, then you can block incoming HTTP traffic completely (port 80.)
For SMTP, unless you are using some form of SMTP relay, you have to let it in from all IP addresses so email can get delivered to you.
As long as you have a server on the internet, people will try to get into it. That is just a fact of life. Make sure you use strong passphrases (I like sentences, not just words) and are stringent in account lockout policies and most times you'll be fine. You just have to accept that these authentication warnings will show up. Part of being in the modern world.